Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52027.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47897.24 Kr¶

PnL: ---------------------------------------> -1034.76 Kr¶

DD now: ---------------------------------> -2.057 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:50:26.515452'

Anic Portfolio¶

Today¶

Return: -0.091 %¶

This Week¶

Return: -0.552 %¶

Total portfolio value¶

Return including deposits: 70.325 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.590000 693.840000 54.840000 8.580000 638.999984
Biotage 4 1.700000 634.600000 31.600000 5.240000 603.000000
Vitrolife 3 1.560000 703.200000 26.200000 3.870000 677.000001
Xvivo Perfusion 3 -1.360000 870.000000 25.000000 2.960000 845.000001
Embracer Group B 26 1.560000 685.100000 23.100000 3.490000 661.999988
Gaming Innovation Group 161 1.550000 4210.150000 22.150000 0.530000 4187.999942
Addtech B 3 -0.170000 714.000000 14.000000 2.000000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
SynAct Pharma 9 -0.410000 655.200000 10.200000 1.580000 645.000003
Fortnox 10 0.090000 677.000000 9.000000 1.350000 668.000000
NCC B 7 0.750000 661.500000 7.500000 1.150000 653.999997
Volati 5 1.400000 581.000000 7.000000 1.220000 574.000000
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
Svolder B 35 -0.560000 2180.500000 1.500000 0.070000 2179.000005
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
SCA A 4 1.500000 596.800000 -2.200000 -0.370000 599.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
Indutrade 5 -1.240000 1312.000000 -8.000000 -0.610000 1320.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.390000 646.200000 -11.800000 -1.790000 657.999999
Addnode Group B 6 -2.760000 739.200000 -12.800000 -1.700000 751.999998
BONESUPPORT HOLDING 10 -0.330000 1206.000000 -18.000000 -1.470000 1224.000000
Lime Technologies 2 -3.950000 560.000000 -33.000000 -5.560000 593.000000
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Ambea 68 0.390000 2475.200000 -61.800000 -2.440000 2537.000032
Creades A 7 -0.450000 546.350000 -64.650000 -10.580000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.740000 3440.000000 -105.000000 -2.960000 3545.000000
New Wave B 40 0.470000 3777.600000 -138.400000 -3.530000 3916.000000
Sedana Medical 135 -0.330000 4120.200000 -210.800000 -4.870000 4330.999935
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47897.240000 -1034.760000 -2.05729% 48931.999868

Updated:¶

'2023-06-14 12:50:43.182483'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶